On the finite-time nonruin probability of an insurance company with investments in the financial \((B,S)\)-market (Q2452743): Difference between revisions

@@ Property / DOI @@
-.1007/s10559-012-9453-4
@@ Property / DOI: 10.1007/s10559-012-9453-4 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10559-012-9453-4
+Normal rank
@@ Property / OpenAlex ID @@
+W1969720718
@@ Property / OpenAlex ID: W1969720718 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4442928
@@ Property / cites work: Q4442928 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2896605
@@ Property / cites work: Q2896605 / rank @@
+Normal rank
@@ Property / cites work @@
+Two-sided bounds for ruin probability under constant interest force
+Normal rank
@@ Property / cites work @@
+Equation for survival probability in a finite time interval in case of non-zero real interest force
+Normal rank
@@ Property / cites work @@
+Ruin estimates under interest force
@@ Property / cites work: Ruin estimates under interest force / rank @@
+Normal rank
@@ Property / cites work @@
+Q5325320
@@ Property / cites work: Q5325320 / rank @@
+Normal rank
@@ Property / cites work @@
+In the insurance business risky investments are dangerous
+Normal rank
@@ Property / cites work @@
+Optimal investment for investors with state dependent income, and for insurers
+Normal rank
@@ Property / cites work @@
+Estimation of the ruin probability of an insurance company operating on a BS-market
+Normal rank
@@ Property / cites work @@
+Q5325330
@@ Property / cites work: Q5325330 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3552603
@@ Property / cites work: Q3552603 / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Q2896615
@@ Property / cites work: Q2896615 / rank @@
+Normal rank
@@ Property / cites work @@
+Monte-Carlo estimate of the probability of ruin in a compound Poisson model of risk theory
+Normal rank
@@ Property / cites work @@
+Stochastic successive approximation method for assessing the insolvency risk of an insurance company
+Normal rank
@@ Property / cites work @@
+Nonparametric Estimation of the Ruin Probability for Generalized Risk Processes
+Normal rank
@@ Property / cites work @@
+Method of successive approximations for solving integral equations of the theory of risk processes
+Normal rank
@@ Property / cites work @@
+Application of the method of successive approximations to determine the probability of bankruptcy of an insurance company with random premiums.
+Normal rank
@@ Property / cites work @@
+Necessary and sufficient conditions of existence and uniqueness of solutions to integral equations of actuarial mathematics
+Normal rank
@@ Property / cites work @@
+On the solution of the basic integral equation of actuarial mathematics by the method of successive approximations
+Normal rank
@@ Property / cites work @@
+Q2896604
@@ Property / cites work: Q2896604 / rank @@
+Normal rank
@@ Property / cites work @@
+Probability Inequalities for Sums of Bounded Random Variables
+Normal rank
@@ Property / DOI @@
+.1007/S10559-012-9453-4
@@ Property / DOI: 10.1007/S10559-012-9453-4 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2452743